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FLOWX vs. JEEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLOWX vs. JEEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Water Sustainability Fund (FLOWX) and JHancock Infrastructure Fund (JEEIX). The values are adjusted to include any dividend payments, if applicable.

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FLOWX vs. JEEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FLOWX
Fidelity Water Sustainability Fund
-0.36%18.02%8.78%18.58%-19.94%28.52%35.89%
JEEIX
JHancock Infrastructure Fund
11.67%25.51%13.24%4.74%-8.48%13.97%19.88%

Returns By Period

In the year-to-date period, FLOWX achieves a -0.36% return, which is significantly lower than JEEIX's 11.67% return.


FLOWX

1D
0.10%
1M
-10.56%
YTD
-0.36%
6M
0.59%
1Y
17.74%
3Y*
12.88%
5Y*
8.51%
10Y*

JEEIX

1D
0.66%
1M
-3.68%
YTD
11.67%
6M
15.45%
1Y
27.03%
3Y*
18.11%
5Y*
10.71%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLOWX vs. JEEIX - Expense Ratio Comparison

FLOWX has a 1.00% expense ratio, which is higher than JEEIX's 0.95% expense ratio.


Return for Risk

FLOWX vs. JEEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLOWX
FLOWX Risk / Return Rank: 6161
Overall Rank
FLOWX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FLOWX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FLOWX Omega Ratio Rank: 5656
Omega Ratio Rank
FLOWX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FLOWX Martin Ratio Rank: 5858
Martin Ratio Rank

JEEIX
JEEIX Risk / Return Rank: 9595
Overall Rank
JEEIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JEEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
JEEIX Omega Ratio Rank: 9393
Omega Ratio Rank
JEEIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JEEIX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLOWX vs. JEEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Water Sustainability Fund (FLOWX) and JHancock Infrastructure Fund (JEEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FLOWXJEEIXDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.33

-1.22

Sortino ratio

Return per unit of downside risk

1.65

3.01

-1.36

Omega ratio

Gain probability vs. loss probability

1.22

1.46

-0.24

Calmar ratio

Return relative to maximum drawdown

1.46

3.62

-2.15

Martin ratio

Return relative to average drawdown

5.54

16.58

-11.04

FLOWX vs. JEEIX - Sharpe Ratio Comparison

The current FLOWX Sharpe Ratio is 1.11, which is lower than the JEEIX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of FLOWX and JEEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLOWXJEEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.33

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.84

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.64

+0.11

Correlation

The correlation between FLOWX and JEEIX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLOWX vs. JEEIX - Dividend Comparison

FLOWX's dividend yield for the trailing twelve months is around 2.94%, more than JEEIX's 2.14% yield.


TTM20252024202320222021202020192018201720162015
FLOWX
Fidelity Water Sustainability Fund
2.94%2.93%2.51%0.42%0.08%1.41%1.49%0.00%0.00%0.00%0.00%0.00%
JEEIX
JHancock Infrastructure Fund
2.14%2.37%2.48%2.25%1.93%6.70%2.24%4.69%4.25%2.29%2.27%1.42%

Drawdowns

FLOWX vs. JEEIX - Drawdown Comparison

The maximum FLOWX drawdown since its inception was -30.63%, roughly equal to the maximum JEEIX drawdown of -30.39%. Use the drawdown chart below to compare losses from any high point for FLOWX and JEEIX.


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Drawdown Indicators


FLOWXJEEIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.63%

-30.39%

-0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-7.76%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-30.63%

-22.02%

-8.61%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

Current Drawdown

Current decline from peak

-10.72%

-3.68%

-7.04%

Average Drawdown

Average peak-to-trough decline

-7.36%

-4.47%

-2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.69%

+1.29%

Volatility

FLOWX vs. JEEIX - Volatility Comparison

Fidelity Water Sustainability Fund (FLOWX) has a higher volatility of 5.21% compared to JHancock Infrastructure Fund (JEEIX) at 3.59%. This indicates that FLOWX's price experiences larger fluctuations and is considered to be riskier than JEEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLOWXJEEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

3.59%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

6.93%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

11.92%

+4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

12.79%

+4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

14.17%

+3.98%